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The value of a European binary call option, paying $1 if the underlying asset is above the strike at expiration, in the Black-Scholes world is \(e^-r(T-t)N(d_2)\) where the asset price is \(S\), time is \(t\), strike \(K\), expiration \(T\), asset volatility \(\sigma\), dividend yield โฆ

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The BlackโScholes formula is a difference of two terms, and these two terms equal the value of the binary call options. These binary options are much less frequently traded than vanilla call options, but are easier to analyze. Thus the formula: = [(+) โ (โ)] breaks up as:

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